I know if you don't complete the civil war questline before the main quest line, you get an extra quest where they all meet. Now if I don't complete the companions before I beat the Main quest, will they have their own quest aswell?

I don't think so - I think this only applies to the civil war questline.

I've done the Companions stuff all the way through before completing the MQ with no major issues.

I hadn't heard this, what's the name of the quest? I'd like to check it out on UESP.

Season Unending.

Hmm Haven't heard of it.

Season Unending doesn't interfere with the Companions and vice versa. You get Season Unending if you haven't chosen a side in the Civil War questline but you're finishing Alduin's Bane and starting The Fallen (MQ). If you completed the Civil War, you won't get Season Unending. If you're partially into Civil War and finished Alduin's Bane in the MQ, you may ruin into some issues/conflicts with your Civil War questlines. No personal xp there, I've always picked a side in the Civil War, but I've read about some messy/convoluted scenarios.